+194.5%
ETSY vs ES
+110.5%
+84.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.6% |
| 7D | -8.2% | +0.1% | -8.3% | -8.3% |
| 30D | +14.8% | +6.7% | +8.1% | +12.0% |
| 3M | +11.2% | +0.3% | +10.8% | +10.9% |
| 6M | +47.6% | +7.4% | +40.2% | +43.6% |
| YTD | +59.4% | +8.4% | +51.0% | +53.5% |
| 1Y | +38.6% | +0.6% | +38.0% | +36.8% |
| 3Y | +39.7% | +50.6% | -10.9% | +16.6% |
| 5Y | -65.1% | +4.8% | -69.9% | -67.0% |
| 10Y | +653.8% | +93.1% | +560.7% | +485.9% |
| All | +194.5% | +110.5% | +84.0% | +122.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling